-52.5%
RUN vs ACM
-45.8%
-6.8%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | +0.6% | -11.2% | -10.8% |
| 7D | +0.3% | +6.6% | -6.3% | -2.7% |
| 30D | +14.0% | +19.8% | -5.8% | +5.3% |
| 3M | -11.8% | -3.1% | -8.6% | -12.2% |
| 6M | -40.4% | -11.5% | -28.9% | -38.0% |
| YTD | -52.7% | -24.7% | -28.0% | -45.7% |
| 1Y | -52.5% | -45.1% | -7.5% | -39.8% |
| All | -52.5% | -45.8% | -6.8% | -39.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded ACM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling